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There's probably a better method than I'am suggesting now but either you get lilo from your CD's or the web or,

since this is a new linux install, you can also decide to begin again.

you have linux installed on a separate partition and on another HDD?
and you do not have anything else installed yet?

start all over again... leave your win like it is and reinstall the linux to your linux partition (with lilo) choose lilo to install the boot files to the super block and add in Win NT / XP loader the OS entry. Or install Lilo into the MBR and add to the lilo config the Win NT / XP entry. Your choice, since some ppl here had problems using lilo in the MBR together with XP I suggest you go for the first method, it's explained at the sites behind the links I posted before.

Firstly, there's a command called man (for manual) in almost all versions of *NIX including Linux.
What you do is:
man command

For example:
man rpm

This brings up a detailed explanation of the command. It can be a bit cryptic at times but it should always be the first resource that you turn to. Also, try and get a good book on Red Hat Linux. I personally like the Unleashed series but hunt around and you maight find something better. As you're a total beginner you might want to pick up a copy of UNIX for Dummies.

to uncompress a tar.gz, type tar zxvf <filename>
to erase an rpm package use rpm -e <package>
to uninstall an application that was installed uncompressed from a tarball, you will need to delete each file manually.